gods had done this before. It was not new for them to come to earth, when they did they would do so with great fan fare and generally cause a ruckus.
You know those two kids thought they were losing their minds, and more than once looked for a way out.
Those young guys pulling a night shift in the fields were trying to figure out if they were dreaming, having hallucinations, or if an angel did actually just tell them God was here. They probably doubted but went anyone with hope of at least going to a party of epic proportions.
When the oppressed population heard that God had finally showed up you have to assume they were more than a little disappointed to find a baby in a manure ridden cave.
There is an ultimate irony in way God came to earth, and yet it makes complete sense.
From the lowest place: light, love, and peace infiltrated our reality.
Not only did God identify with our humanity, but he transcended it ultimately showing us how to do the same.